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$\begingroup$...and adding to that ( " Intel/AMD CPUs are supported" ) note that when ones tensorflow, it prints out some messages to the console saying that the build may not have been compiled with support for additional optimizations provided by your CPU, and if you build it on your host, you will likely see performance improvements, even on CPU.$\endgroup$
– michaelJan 3 '18 at 4:43

You might want to check out https://github.com/benoitsteiner/tensorflow-opencl/ which is a fork of Tensorflow with OpenCL support.
If your OS is supported by the fork and you are able to properly install it in your system then you can run Keras on top of it.

Note however that integrated GPUs in general do not offer a lot of calculating power, roughly your GPU will be around 125 GFLOPS (https://en.wikipedia.org/wiki/List_of_Intel_graphics_processing_units#Notes), that is your CPU is most likely more powerful. For example, comparing your GPU with a Radeon RX 480 or a GeForce GTX 1080 Ti, they are respectively almost 50 and 100 times more powerful.

$\begingroup$Welcome to data science SE! Thanks for helping a user. Could you expand your answer how it answers the OP's question? Just posting a link is not very useful.$\endgroup$
– StereoMar 20 '17 at 11:05